That's indeed a very special feature. Usually, words are pronounced the same in their singular and plural forms. In rare cases the endings may change, but the writing changes too (like –ail / –aux or –al / –aux, or œil / yeux, ciel / cieux). Œuf is very peculiar, only the pronunciation changes significantly (just like you described). And bœuf happens to behave similarly.
I'm sure a few other words have this strange feature, but that's not something one can dump out of their head easily.